Empirical identification of currency crises: differences and similarities between indicators
AbstractEmpirical studies about currency crises use very different methods to identify in which moment these actually take place. This study carries out a broad review of these indicators; they are reproduced for a period of time and are sampled in several common countries. After that they are compared to each other through a cluster analysis. The results indicate that there are considerable differences between how each one signals the crises.
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Bibliographic InfoArticle provided by Taylor and Francis Journals in its journal Applied Financial Economics Letters.
Volume (Year): 1 (2005)
Issue (Month): 1 (January)
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